Import OpenVDB files?
OpenVDB loading in Blender is limited to smoke simulation caches. The system is not designed to load external files. There's probably some horrific way to format an VDB so that Blender is fooled into thinking it's a smoke cache, but I'm not aware of any working setup for that.
There is an eventual plan to add a volume object to Blender that would support loading arbitrary OpenVDB files, among other things. There is no timetable or version for this.


In the meantime, in certain limited cases you may be able to get by via using Houdini's scatter SOP to fill the VDB with points, exporting these points to Alembic, then using Cycles' Point Density texture to render the point cloud. It won't have the exact shape and is of limited functionality, but depending on your needs it may do the trick.